UniCredit Call 42 PHM7 15.01.2025
/ DE000HD1R0H8
UniCredit Call 42 PHM7 15.01.2025/ DE000HD1R0H8 /
| 7/24/2024 1:09:29 PM |
Chg.-0.010 |
Bid9:49:00 PM |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-1.43% |
-
Bid Size: - |
-
Ask Size: - |
ALTRIA GRP INC. DL... |
42.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD1R0H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
7/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.33 |
| Break-even: |
49.10 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.39% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.50 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
+115.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.750 |
0.450 |
| 6M High / 6M Low: |
0.750 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.95% |
| Volatility 6M: |
|
148.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
